Optimizing Investment Portfolio and Allocation Using an Integration of ANP and VNS
碩士 === 元智大學 === 工業工程與管理學系 === 100 === When optimizing a portfolio, an investor not only considers the expected return, but also cares about the risk coming with the investment. This optimization problem has been classified as a multi-objective optimization problem which also falls into the class of...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/30243179081910486456 |